+74.5%
VALE vs CNH
+40.2%
+34.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.1% | -1.0% |
| 7D | +5.5% | +4.5% | +0.9% | +2.7% |
| 30D | -15.0% | +7.6% | -22.6% | -18.8% |
| 3M | -20.0% | +17.0% | -37.0% | -28.1% |
| 6M | -28.4% | +12.9% | -41.3% | -35.4% |
| YTD | -8.6% | +34.3% | -42.8% | -26.1% |
| 1Y | +2.0% | +28.5% | -26.6% | -16.0% |
| 3Y | +4.1% | +31.9% | -27.8% | -20.9% |
| 5Y | +46.4% | -9.6% | +56.0% | +32.5% |
| 10Y | +202.4% | +106.3% | +96.1% | +40.7% |
| All | +74.5% | +40.2% | +34.3% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling